+726.2%
FLEX vs VGT
+133.4%
+592.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.6% |
| 7D | +7.0% | +1.8% | +5.1% | +4.9% |
| 30D | -5.8% | -0.3% | -5.5% | -5.2% |
| 3M | -24.2% | +3.4% | -27.6% | -25.6% |
| 6M | +90.8% | +35.0% | +55.8% | +45.0% |
| YTD | +89.2% | +28.8% | +60.4% | +51.1% |
| 1Y | +104.7% | +38.0% | +66.7% | +54.2% |
| 3Y | +478.1% | +125.8% | +352.3% | +186.0% |
| 5Y | +726.2% | +134.7% | +591.5% | +276.4% |
| All | +726.2% | +133.4% | +592.8% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VGT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling